Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Janus Flexible Income which you can use to evaluate future volatility of the entity. Please check out Janus Flexibleome Risk Adjusted Performance of
(0.33) and Market Risk Adjusted Performance of 5.2 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Janus Flexibleome Market Sensitivity
|As returns on market increase, returns on owning Janus Flexibleome are expected to decrease at a much smaller rate. During bear market, Janus Flexibleome is likely to outperform the market. 2 Months Beta |Analyze Janus Flexible Income Demand TrendCheck current 30 days Janus Flexibleome correlation with market (DOW)|
β = -0.0237
Janus Flexibleome Central Daily Price Deviation
Janus Flexible Income Technical Analysis
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Janus Flexibleome Projected Return Density Against MarketAssuming 30 trading days horizon, Janus Flexibleome A HKD has beta of -0.0237 suggesting as returns on benchmark increase, returns on holding Janus Flexibleome are expected to decrease at a much smaller rate. During bear market, however, Janus Flexibleome A HKD is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Janus Flexible Income is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.12|
|Beta against DOW||=||0.02|
Janus Flexibleome Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8419% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than Janus Flexibleome A HKD. 0% of all equities and portfolios are less risky than Janus Flexibleome. Compared to the overall equity markets, volatility of historical daily returns of Janus Flexibleome A HKD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus Flexibleome A HKD to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Janus Flexibleome to be traded at 8.22 in 30 days. . As returns on market increase, returns on owning Janus Flexibleome are expected to decrease at a much smaller rate. During bear market, Janus Flexibleome is likely to outperform the market.
Janus Flexibleome correlation with market